Too be honest, this band is amazing, and shouldn't be judged on their name alone.

Thank you wikipedia:
The band's name was inspired by the subtitles of the movie The Gods Must Be Crazy, in which the clicking sounds of the Bushmens' Khoisan language were represented as "!". However, as the bandmembers themselves say, !!! is pronounced by repeating thrice any monosyllabic sound. Chk Chk Chk is the most common pronunciation, but they could just as easily be called Pow Pow Pow, Bam Bam Bam, Uh Uh Uh, Caw Caw Caw, Boo Boo Boo.

So if anything it's more clever than any other band name. You get to make a clicking noise with your mouth just to in order to say their name, what other band can you name does that?